ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118-07 |
119-31 |
1-24 |
1.5% |
116-30 |
| High |
120-00 |
120-01 |
0-01 |
0.0% |
120-00 |
| Low |
118-07 |
119-02 |
0-27 |
0.7% |
115-14 |
| Close |
119-22 |
119-22 |
0-00 |
0.0% |
119-22 |
| Range |
1-25 |
0-31 |
-0-26 |
-45.6% |
4-18 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.6% |
0-00 |
| Volume |
830,151 |
312,368 |
-517,783 |
-62.4% |
3,036,054 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-16 |
122-02 |
120-07 |
|
| R3 |
121-17 |
121-03 |
119-30 |
|
| R2 |
120-18 |
120-18 |
119-27 |
|
| R1 |
120-04 |
120-04 |
119-24 |
119-27 |
| PP |
119-19 |
119-19 |
119-19 |
119-15 |
| S1 |
119-05 |
119-05 |
119-19 |
118-28 |
| S2 |
118-20 |
118-20 |
119-16 |
|
| S3 |
117-21 |
118-06 |
119-13 |
|
| S4 |
116-22 |
117-07 |
119-04 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-02 |
130-14 |
122-06 |
|
| R3 |
127-16 |
125-28 |
120-30 |
|
| R2 |
122-30 |
122-30 |
120-17 |
|
| R1 |
121-10 |
121-10 |
120-03 |
122-04 |
| PP |
118-12 |
118-12 |
118-12 |
118-25 |
| S1 |
116-24 |
116-24 |
119-09 |
117-18 |
| S2 |
113-26 |
113-26 |
118-27 |
|
| S3 |
109-08 |
112-06 |
118-14 |
|
| S4 |
104-22 |
107-20 |
117-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-01 |
115-14 |
4-19 |
3.8% |
1-12 |
1.1% |
92% |
True |
False |
581,254 |
| 10 |
120-01 |
115-07 |
4-26 |
4.0% |
1-10 |
1.1% |
93% |
True |
False |
528,104 |
| 20 |
120-20 |
115-07 |
5-13 |
4.5% |
1-14 |
1.2% |
82% |
False |
False |
490,184 |
| 40 |
122-28 |
115-07 |
7-21 |
6.4% |
1-15 |
1.2% |
58% |
False |
False |
466,171 |
| 60 |
122-28 |
113-13 |
9-15 |
7.9% |
1-14 |
1.2% |
66% |
False |
False |
396,464 |
| 80 |
122-28 |
113-07 |
9-21 |
8.1% |
1-12 |
1.1% |
67% |
False |
False |
321,681 |
| 100 |
122-28 |
110-01 |
12-27 |
10.7% |
1-07 |
1.0% |
75% |
False |
False |
257,420 |
| 120 |
122-28 |
109-24 |
13-04 |
11.0% |
1-04 |
0.9% |
76% |
False |
False |
214,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-05 |
|
2.618 |
122-18 |
|
1.618 |
121-19 |
|
1.000 |
121-00 |
|
0.618 |
120-20 |
|
HIGH |
120-01 |
|
0.618 |
119-21 |
|
0.500 |
119-18 |
|
0.382 |
119-14 |
|
LOW |
119-02 |
|
0.618 |
118-15 |
|
1.000 |
118-03 |
|
1.618 |
117-16 |
|
2.618 |
116-17 |
|
4.250 |
114-30 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-20 |
119-05 |
| PP |
119-19 |
118-20 |
| S1 |
119-18 |
118-04 |
|